Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47676.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46281.25 Kr¶

PnL: ---------------------------------------> -607.32 Kr¶

DD now: ---------------------------------> -1.961 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 15:11:59.309235'

Anic Portfolio¶

Today¶

Return: 0.765 %¶

This Week¶

Return: 0.3 %¶

Total¶

Return: 56.08 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.550000 3224.000000 253.000000 8.520000 2971.000006
HEBA B 70 -0.130000 2730.000000 94.000000 3.570000 2636.000010
SAAB B 8 0.960000 3459.200000 82.200000 2.430000 3377.000000
FM Mattsson Mora Group B 50 -1.650000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 -0.390000 608.880000 31.880000 5.530000 576.999999
AcadeMedia 12 1.120000 585.840000 28.840000 5.180000 557.000004
Norva24 Group 16 -0.890000 570.880000 27.880000 5.130000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.320000 379.400000 24.400000 6.870000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Resurs Holding 22 3.630000 597.300000 23.300000 4.060000 573.999998
Eastnine 4 0.780000 513.600000 22.600000 4.600000 491.000000
OEM International B 7 1.170000 542.500000 14.500000 2.750000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Intrum 4 -0.340000 534.400000 7.400000 1.400000 527.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
HMS Networks 2 -1.520000 676.000000 3.000000 0.450000 673.000000
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity B 2 0.700000 575.200000 1.200000 0.210000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Coor Service Management Hold. 8 0.450000 532.400000 0.400000 0.080000 532.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.420000 542.500000 -3.500000 -0.640000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.590000 240.720000 -5.280000 -2.150000 246.000000
Securitas B 6 -0.040000 563.520000 -6.480000 -1.140000 570.000000
Boozt 12 1.330000 1646.400000 -7.600000 -0.460000 1653.999996
CTEK 13 0.880000 521.950000 -12.050000 -2.260000 533.999999
Karnov Group 9 1.220000 523.800000 -12.200000 -2.280000 536.000004
Nordea Bank Abp 29 0.530000 3438.820000 -15.180000 -0.440000 3453.999992
Midsona B 63 1.260000 555.030000 -27.970000 -4.800000 582.999984
Vivesto 1368 2.010000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Axfood 13 -0.110000 3637.400000 -118.600000 -3.160000 3756.000001
OX2 18 1.580000 1449.000000 -215.000000 -12.920000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46281.250000 -607.320000 -1.96118% 46888.564618

Updated:¶

'2023-01-20 15:12:11.857983'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶